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  • Sampling distributions.
  • Exponential families.
  • Sufficiency and completeness.
  • Estimation: maximum likelihood, method of moments, unbiasedness, efficiency, consistency.
  • Bayes estimators.
  • Interval estimation.
  • Hypothesis testing: basic framework, UMP tests, likelihood ratio tests.

References

  • Bickel and Doksum, Mathematical Statistics
  • Mood, Graybill and Boes, Introduction to the Theory of Statistics
  • Arnold, Mathematical Statistics
  • Casella and Berger, Statistical Inference
  • DeGroot, Probability and Statistics, 2nd ed.